Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49014.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44842.24 Kr¶

PnL: ---------------------------------------> -105.76 Kr¶

DD now: ---------------------------------> -7.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:23:10.149758'

Anic Portfolio¶

Today¶

Return: -0.585 %¶

This Week¶

Return: -0.585 %¶

Total portfolio value¶

Return including deposits: 60.462 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1664.100000 196.560000 13.390000 1467.540000
Sedana Medical 93 2.220000 2570.520000 55.800000 2.220000 2514.720000
Orrön Energy 180 1.010000 2061.000000 23.400000 1.150000 2037.600000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
JM 6 2.020000 879.600000 17.400000 2.020000 862.200000
Atrium Ljungberg B 5 1.770000 949.500000 16.500000 1.770000 933.000000
Platzer Fastigheter Holding B 12 1.630000 974.400000 15.600000 1.630000 958.800000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
Sagax B 4 1.360000 863.600000 11.600000 1.360000 852.000000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Clas Ohlson B 12 0.370000 974.400000 3.600000 0.370000 970.800000
Bilia A 8 0.090000 900.000000 2.400000 0.270000 897.600000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Byggmax Group 33 0.070000 955.020000 0.660000 0.070000 954.360000
Hexatronic Group 12 -0.050000 964.080000 -0.480000 -0.050000 964.560000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
ASSA ABLOY B 3 -0.120000 776.100000 -0.900000 -0.120000 777.000000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
SKF B 5 -0.670000 931.750000 -6.250000 -0.670000 938.000000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Addnode Group B 11 -2.100000 899.250000 -19.250000 -2.100000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -1.860000 1818.000000 -27.270000 -1.480000 1845.270000
Latour B 4 -4.160000 819.600000 -35.600000 -4.160000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Indutrade 5 -4.410000 1161.000000 -53.500000 -4.410000 1214.500000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.960000 3383.900000 -67.600000 -1.960000 3451.500000
BHG Group 97 -7.000000 1354.120000 -100.880000 -6.930000 1455.000000
TOTAL 44842.240000 -105.760000 -7.72892% 44948.000000

Updated:¶

'2023-07-03 17:23:26.856106'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶